That's My Dog! Where you get your hot dog made your way. Try one of our signature dogs like the popular Junk Yard Dog or tell us what you like. We are conveniently located in front of the Alabama Power in downtown Montgomery, AL beginning at 11 a.m. until the last customer is served (around p.m.). We want to be your favorite lunch spot so please give us feedback on your visit. You'll be saying That's My Dog!